CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 04-Nov-2020
Day Change Summary
Previous Current
03-Nov-2020 04-Nov-2020 Change Change % Previous Week
Open 0.7569 0.7619 0.0050 0.7% 0.7592
High 0.7635 0.7639 0.0005 0.1% 0.7622
Low 0.7561 0.7523 -0.0038 -0.5% 0.7460
Close 0.7596 0.7623 0.0027 0.4% 0.7513
Range 0.0074 0.0116 0.0042 56.8% 0.0162
ATR 0.0050 0.0055 0.0005 9.3% 0.0000
Volume 199 130 -69 -34.7% 1,169
Daily Pivots for day following 04-Nov-2020
Classic Woodie Camarilla DeMark
R4 0.7943 0.7899 0.7686
R3 0.7827 0.7783 0.7654
R2 0.7711 0.7711 0.7644
R1 0.7667 0.7667 0.7633 0.7689
PP 0.7595 0.7595 0.7595 0.7606
S1 0.7551 0.7551 0.7612 0.7573
S2 0.7479 0.7479 0.7601
S3 0.7363 0.7435 0.7591
S4 0.7247 0.7319 0.7559
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 0.8018 0.7927 0.7602
R3 0.7856 0.7765 0.7557
R2 0.7694 0.7694 0.7542
R1 0.7603 0.7603 0.7527 0.7567
PP 0.7532 0.7532 0.7532 0.7514
S1 0.7441 0.7441 0.7498 0.7405
S2 0.7370 0.7370 0.7483
S3 0.7208 0.7279 0.7468
S4 0.7046 0.7117 0.7423
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7639 0.7460 0.0179 2.3% 0.0078 1.0% 91% True False 263
10 0.7639 0.7460 0.0179 2.3% 0.0062 0.8% 91% True False 180
20 0.7648 0.7460 0.0188 2.5% 0.0050 0.7% 86% False False 121
40 0.7648 0.7457 0.0192 2.5% 0.0045 0.6% 87% False False 93
60 0.7697 0.7457 0.0241 3.2% 0.0044 0.6% 69% False False 71
80 0.7697 0.7360 0.0337 4.4% 0.0042 0.5% 78% False False 55
100 0.7697 0.7298 0.0400 5.2% 0.0041 0.5% 81% False False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 0.8132
2.618 0.7943
1.618 0.7827
1.000 0.7755
0.618 0.7711
HIGH 0.7639
0.618 0.7595
0.500 0.7581
0.382 0.7567
LOW 0.7523
0.618 0.7451
1.000 0.7407
1.618 0.7335
2.618 0.7219
4.250 0.7030
Fisher Pivots for day following 04-Nov-2020
Pivot 1 day 3 day
R1 0.7609 0.7602
PP 0.7595 0.7582
S1 0.7581 0.7561

These figures are updated between 7pm and 10pm EST after a trading day.

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